Extreme Value Theory for a Class of Markov Chains with Values in ℝ<sup>d</sup> (Q4339344)
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scientific article; zbMATH DE number 1018371
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| English | Extreme Value Theory for a Class of Markov Chains with Values in ℝ<sup>d</sup> |
scientific article; zbMATH DE number 1018371 |
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Extreme Value Theory for a Class of Markov Chains with Values in ℝ<sup>d</sup> (English)
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18 February 1998
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multivariate extreme values
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multivariate extremal index
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stationary Markov chain
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0.8349732756614685
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0.8313367366790771
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